Lindner, Alexander
- On Continuity Properties of the Law of Integrals of Lévy Processes
2006/04/26 by Bertoin, Jean, Lindner, Alexander, Maller, Ross A. · 2 citations
#60G51 #FOS: Mathematics #Probability (math.PR)
- On quasi-infinitely divisible distributions
2017/01/10 by Lindner, Alexander, Pan, Lei, Sato, Ken-iti · 2 citations
#60E07 #FOS: Mathematics #Probability (math.PR)
- On multivariate quasi-infinitely divisible distributions
2021/01/07 by Berger, David, Kutlu, Merve, Lindner, Alexander · 2 citations
#60E07 #FOS: Mathematics #Probability (math.PR)
- Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes
2009/09/27 by Lindner, Alexander, Sato, Ken-iti · 1 citation
#60E07 #60G10 #60G30 #60G51 #FOS: Mathematics #Probability (math.PR)
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
2012/06/14 by Serge Cohen, Alexander Lindner, Cohen, Serge +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- On exponential functionals of Levy processes
2013/01/15 by Anita Behme, Alexander Lindner, Behme, Anita +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Random Matrices and Applications